-33.2%
ROL vs RL
+19.4%
-52.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.8% | -4.4% | +5.1% | +1.3% |
| 30D | +20.6% | +5.6% | +15.0% | +19.5% |
| 3M | +4.5% | -0.6% | +5.1% | +4.3% |
| 6M | -26.5% | +15.5% | -42.0% | -27.7% |
| YTD | -34.8% | +12.3% | -47.2% | -36.3% |
| 1Y | -33.2% | +19.3% | -52.5% | -36.1% |
| All | -33.2% | +19.4% | -52.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling